Related papers: Acceleration via Perturbations on Low-resolution O…
Approximation techniques have been historically important for solving differential equations, both as initial value problems and boundary value problems. The integration of numerical, analytic and perturbation methods and techniques can…
We present a variant of accelerated gradient descent algorithms, adapted from Nesterov's optimal first-order methods, for weakly-quasi-convex and weakly-quasi-strongly-convex functions. We show that by tweaking the so-called estimate…
We propose a new framework to design and analyze accelerated methods that solve general monotone equation (ME) problems $F(x)=0$. Traditional approaches include generalized steepest descent methods and inexact Newton-type methods. If $F$ is…
In practical applications of iterative first-order optimization, the learning rate schedule remains notoriously difficult to understand and expensive to tune. We demonstrate the presence of these subtleties even in the innocuous case when…
Optimization under structural constraints is typically analyzed through projection or penalty methods, obscuring the geometric mechanism by which constraints shape admissible dynamics. We propose an operator-theoretic formulation in which…
In distributed optimization problems, a technique called gradient coding, which involves replicating data points, has been used to mitigate the effect of straggling machines. Recent work has studied approximate gradient coding, which…
A new perturbation and continuation method is presented for computing and analyzing stellarator equilibria. The method is formally derived from a series expansion about the equilibrium condition $F \equiv J \times B - \nabla p = 0$, and an…
The variation of spectral subspaces for linear self-adjoint operators under an additive bounded off-diagonal perturbation is studied. To this end, the optimization approach for general perturbations in [J. Anal. Math., to appear;…
The alternating gradient descent (AGD) is a simple but popular algorithm which has been applied to problems in optimization, machine learning, data ming, and signal processing, etc. The algorithm updates two blocks of variables in an…
This paper studies the problem of perturbed convex and smooth optimization. The main results describe how the solution and the value of the problem change if the objective function is perturbed. Examples include linear, quadratic, and…
Fractional derivatives are a well-studied generalization of integer order derivatives. Naturally, for optimization, it is of interest to understand the convergence properties of gradient descent using fractional derivatives. Convergence…
We provide tight finite-time convergence bounds for gradient descent and stochastic gradient descent on quadratic functions, when the gradients are delayed and reflect iterates from $\tau$ rounds ago. First, we show that without stochastic…
The study of first-order optimization is sensitive to the assumptions made on the objective functions. These assumptions induce complexity classes which play a key role in worst-case analysis, including the fundamental concept of algorithm…
First-order methods for stochastic optimization have undeniable relevance, in part due to their pivotal role in machine learning. Variance reduction for these algorithms has become an important research topic. In contrast to common…
Despite impressive performance, deep neural networks require significant memory and computation costs, prohibiting their application in resource-constrained scenarios. Sparse training is one of the most common techniques to reduce these…
Partial differential equation (PDE)-constrained optimization, where an optimization problem is subject to PDE constraints, arises in various applications such as design, control, and inference. Solving such problems is computationally…
The optimized gradient method (OGM) provides a factor-$\sqrt{2}$ speedup upon Nesterov's celebrated accelerated gradient method in the convex (but non-strongly convex) setup. However, this improved acceleration mechanism has not been well…
In this study, we investigate the DIstribution Correction Estimation (DICE) methods, an important line of work in offline reinforcement learning (RL) and imitation learning (IL). DICE-based methods impose state-action-level behavior…
Acceleration schemes can dramatically improve existing optimization procedures. In most of the work on these schemes, such as nonlinear Generalized Minimal Residual (N-GMRES), acceleration is based on minimizing the $\ell_2$ norm of some…
The vanilla fractional order gradient descent may oscillatively converge to a region around the global minimum instead of converging to the exact minimum point, or even diverge, in the case where the objective function is strongly convex.…